The Security Intelligence Service says it is looking into the huge leak of data believed to be used by China's intelligence service.
The dataset leaked from Zhenhua Data is said to contain personal details of 2.5 million people around the world, including politicians, their family members, judges, business people, journalists and criminals.
Almost 800 New Zealanders are featured on the list, including Jacinda Ardern's mother, father, and sister.
Security Intelligence Service director Rebecca Kitteridge said they were reviewing the information for any potential risks and security concerns.
However, at this stage Kitteridge said the information was primarily drawn from publicly accessible sources, such as social media and news reporting.
"We know that different organisations compile information of this nature from publicly accessible sources for a range of purposes, ranging from private companies wanting to carry out marketing or research at one end of the spectrum, through to governments seeking to influence public discussion or gather intelligence in other countries at the other," Kitteridge said.
"I understand people may be unaware their information could be gathered up in this way.
"This is a timely reminder to everyone to check the security settings on their social media accounts and review the amount of information they are sharing on the internet."
The American academic the information was initially leaked to says Zhenhua Data, the company behind the huge collection of personal details is linked to China's military and intelligence apparatus.
Christopher Balding, a researcher at the University of California, Irvine, said 80 percent of the data is already public information.
There had previously been debate over whether China had been collecting such information, but the leak proved it, he said.
"It's very layered, there's also some technically complex instruments in that that reads information and translates it into Chinese and summarises it in a very short way.
"So it's clearly meant for governments looking to gather large amounts of data rapidly."
New Zealand First leader and Foreign Affairs Minister Winston Peters earlier said no government officials have spoken with China about leaked data that includes prominent New Zealanders.
From Tauranga today, Peters said he had received a briefing about what the data means and its possible impact but he did not want to overreact or alarm people.
"I'm not going to stop the world and ring up our Beijing office and say 'do something about this'. Our job is to be careful and aware that this is happening and what our reaction should be.
"I think our reaction is already under way anyway in that respect," he said.
He described the likely purpose of the data as "evil".
"I don't care what information they have on me but I do care when families can be manipulated, or members of families can be and where the objective may be ... a simple, evil purpose.
"The assembly of that sort of information is not done for some beneficent purpose, it's done to gain some usually untoward advantage in circumstances where you should not be able to gain it.
"I don't want to alarm people other than to say that privacy is a seriously important matter and ... government takes it very seriously."
He said the government would not accept that kind of interference in New Zealand and its politics.
"We are cognisant of it and we will not accept an interference in our country of that kind if that is what its intention is from whatever that inference might come from."
National leader Judith Collins told RNZ's Morning Report that she should have been briefed by the Prime Minister on the leak.
Peters would not say whether Collins was owed that briefing or not.
"The briefing that she's seeking is owed from the Prime Minister, not me.
"I can tell you that I've sent information to Simon Bridges who's the spokesman on Foreign Affairs for them over the last two months a number of times to make sure that he's brought up to date on responsibilities that I need to share with him.
"It's at a different level, it's the Prime Minister's level."
Labour minister Grant Robertson said the opposition was briefed regularly by New Zealand security agencies.
Labour leader Jacinda Ardern earlier said the data leak, which includes the names of her mother, father and sister, highlighted the need for vigilance on cybersecurity.
She was reluctant to comment on security matters however.